Picaxe makes a robot shield that is compatible with Arduino: http://www.picaxe.com/Hardware/Project-Boards/Instant-Robot-Shield/

I used a Dagu Red Back Spider controller (based on the Arduino Mega) in my first robot. http://robosavvy.com/store/product_info.php/manufacturers_id/35/products_id/1574

Then I started designing my own boards with 3A switch mode regulators. I use 2S/3S Lipo batteries to power my robots. The 3A regulator drops the voltage to 5V. This way I can plug in lots of servos and sensors on my board.My board based on the ATmega328 http://www.bajdi.com/bajduino/bajduino-3a-3/And my latest board based on the ATmega1284: http://www.bajdi.com/something-different-a-crash-robot/bajduino-mega-3a-2/

I like to use any motor shield. You do not really need anything to interface with sensors, but motors in most cases require either a controller, or a transistor+cap(if you want to risk frying your arduino)